+138.0%
B vs MOS
-32.4%
+170.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +9.6% | +21.6% | -12.0% | +4.7% |
| 30D | +3.5% | +12.0% | -8.4% | +0.6% |
| 3M | -1.6% | -3.9% | +2.3% | -1.3% |
| 6M | -1.7% | -3.3% | +1.7% | -1.9% |
| YTD | -5.3% | -4.6% | -0.7% | -5.5% |
| 1Y | +27.2% | -7.0% | +34.2% | +27.5% |
| 3Y | +166.1% | -24.4% | +190.5% | +170.9% |
| All | +138.0% | -32.4% | +170.3% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling